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 Feb 15 asked Problems with dealing with GARCH models and intra-day data Feb 15 awarded Critic Feb 15 accepted How to model time series of illiquid stocks - 400 observations (transactions) per 8 hours? Feb 13 accepted Are there any derivatives which pay amount $a(p-b)^{2}-c$ where $p$ is the price of underling asset? Feb 12 awarded Yearling Jan 23 asked Liquidity detection based strategy in HFT Jan 23 revised Are there any derivatives which pay amount $a(p-b)^{2}-c$ where $p$ is the price of underling asset? added 2 characters in body Jan 23 comment Are there any derivatives which pay amount $a(p-b)^{2}-c$ where $p$ is the price of underling asset? @Brian B very interesting, thanks Jan 23 asked Are there any derivatives which pay amount $a(p-b)^{2}-c$ where $p$ is the price of underling asset? Sep 16 accepted Does the correlation amongst stocks rise when stock values decline? Jun 20 comment Is a linear combination of GARCH processes also a GARCH process? good answer, but usually we work with logarithmic returns, if 'x1' and'x2' are returns and x3=a1*x1+a2*x2, and r1=ln(x1),r2=ln(x2), r3=ln(x3) then r3 isn't equal to r1+r2 Jun 20 awarded Scholar Jun 20 accepted Is a linear combination of GARCH processes also a GARCH process? Jun 19 awarded Peer Pressure Jun 19 asked Is a linear combination of GARCH processes also a GARCH process? Jun 16 answered What tools exist for order book analysis and visualization? May 22 comment Has high frequency trading (HFT) been a net benefit or cost to society? but the volume you can trade at bid and ask is lower than in pre-HFT times May 22 awarded Commentator May 22 comment What is a commonly accepted econometric model for volume? @Dirk Eddelbuettel but AR(1)-GARCH(1,1) does May 22 revised What is a commonly accepted econometric model for volume? added 6 characters in body